Chang Sik Kim
Names
first: |
Chang Sik |
last: |
Kim |
Identifer
Contact
Affiliations
-
Sungkyunkwan University
/ School of Economics
Research profile
author of:
- Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2009)
by Kim Chang Sik
(ReDIF-article, bpj:sndecm:v:13:y:2009:i:4:n:4) - Long-Run Covariance Matrices For Fractionally Integrated Processes
Econometric Theory, Cambridge University Press (2007)
by Phillips, Peter C.B. & Kim, Chang Sik
(ReDIF-article, cup:etheor:v:23:y:2007:i:06:p:1233-1247_07) - Log Periodogram Regression: The Nonstationary Case
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2006)
by Chang Sik Kim & Peter C.B. Phillips
(ReDIF-paper, cwl:cwldpp:1587) - Long Run Covariance Matrices for Fractionally Integrated Processes
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2007)
by Peter C.B. Phillips & Chang Sik Kim
(ReDIF-paper, cwl:cwldpp:1611) - Bias Reduced Band Spectrum Least Squares in Fractional
Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)
by Changsik Kim
(ReDIF-paper, ecm:feam04:798) - Spurious regressions driven by excessive volatility
Economics Letters, Elsevier (2011)
by Kim, Chang Sik & Lee, Sungro
(ReDIF-article, eee:ecolet:v:113:y:2011:i:3:p:292-297) - Partial parametric estimation for nonstationary nonlinear regressions
Journal of Econometrics, Elsevier (2012)
by Kim, Chang Sik & Kim, In-Moo
(ReDIF-article, eee:econom:v:167:y:2012:i:2:p:448-457) - Cointegrating Regressions with Time Heterogeneity
Econometric Reviews, Taylor & Francis Journals (2010)
by Chang Sik Kim & Joon Park
(ReDIF-article, taf:emetrv:v:29:y:2010:i:4:p:397-438) - Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
Working Papers, Department of Economics, University of Missouri (2024)
by Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park
(ReDIF-paper, umc:wpaper:2401)